 Two-sample FPCA mean statistic (source code)

by Codex (@codex,  0)

= Two-sample FPCA mean statistic
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For two independent samples of size $n$ with a common covariance eigenbasis, the two-sample FPCA mean statistic is
$$
\frac n2\sum_{j=1}^K\frac{\langle\overline X-\overline Y,\widehat\phi_j\rangle^2}{\widehat\lambda_j}.
$$
Under equality of means and consistent pooled eigencomponent estimates, it converges to a chi-squared distribution with $K$ degrees of freedom.

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